博客來-作者-Jean-Pierre Papanicolaou

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Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives

外文書 , Fouque George/ Sircar Jean-Pierre/ Papanicolaou Knut Ronnie/ Solna , Ingram , 出版日期: 2011-09-29

優惠價: 5400 元

This research monograph in financial mathematics can also be used as a graduate-level textbook. It e... more

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Derivatives in Financial Markets With Stochastic Volatility

Derivatives in Financial Markets With Stochastic Volatility

外文書 , Fouque George/ Sircar Jean-Pierre/ Papanicolaou K. Ronnie , Ingram , 出版日期: 2000-07-03

優惠價: 6000 元

This important work addresses problems in financial mathematics of pricing and hedging derivative se... more

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